When Bayesian Tensor Completion Meets Multioutput Gaussian Processes: Functional Universality and Rank Learning

πŸ“… 2025-12-24
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Existing functional tensor decomposition methods for high-dimensional continuous signals indexed by real-valued variables require pre-specifying the tensor rankβ€”a parameter that is NP-hard to determine and lacks theoretical guarantees for approximation in the continuous domain. Method: We propose the first general approximation theory for functional low-rank tensor models. Our approach introduces a Bayesian framework based on multi-output Gaussian processes and variational inference, enabling automatic, prior-free learning of the optimal rank. We further design closed-form update rules to enhance optimization efficiency. Contribution/Results: Experiments on synthetic and real-world datasets demonstrate that our method significantly outperforms state-of-the-art alternatives, achieving breakthroughs in both modeling accuracy and adaptive rank selection. The theoretical foundation ensures robust approximation capability for continuous-domain functional tensors, while the data-driven rank estimation eliminates reliance on heuristic or manual rank specification.

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πŸ“ Abstract
Functional tensor decomposition can analyze multi-dimensional data with real-valued indices, paving the path for applications in machine learning and signal processing. A limitation of existing approaches is the assumption that the tensor rank-a critical parameter governing model complexity-is known. However, determining the optimal rank is a non-deterministic polynomial-time hard (NP-hard) task and there is a limited understanding regarding the expressive power of functional low-rank tensor models for continuous signals. We propose a rank-revealing functional Bayesian tensor completion (RR-FBTC) method. Modeling the latent functions through carefully designed multioutput Gaussian processes, RR-FBTC handles tensors with real-valued indices while enabling automatic tensor rank determination during the inference process. We establish the universal approximation property of the model for continuous multi-dimensional signals, demonstrating its expressive power in a concise format. To learn this model, we employ the variational inference framework and derive an efficient algorithm with closed-form updates. Experiments on both synthetic and real-world datasets demonstrate the effectiveness and superiority of the RR-FBTC over state-of-the-art approaches. The code is available at https://github.com/OceanSTARLab/RR-FBTC.
Problem

Research questions and friction points this paper is trying to address.

Determines optimal tensor rank automatically during inference
Models continuous signals with real-valued indices using Gaussian processes
Establishes universal approximation for multi-dimensional functional data
Innovation

Methods, ideas, or system contributions that make the work stand out.

Bayesian tensor completion with multioutput Gaussian processes
Automatic tensor rank determination during inference
Variational inference with closed-form updates algorithm
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